SAS

Blogs on the SAS software

Did you know that PROC IML automatically loads certain modules?

May 29, 2012
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Did you know that PROC IML automatically loads certain modules?

In the SAS/IML language, a user-defined function or subroutine is called a module. Modules are used to extend the capability of the SAS/IML language. Usually you need to explicitly load modules before you use them, but there are two cases where PROC IML loads a module automatically. Modules in IMLMLIB [...]

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Stochastic Gradient Decending Logistic Regression in SAS

May 24, 2012
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Stochastic Gradient Decending Logistic Regression in SAS

Test the Stochastic Gradient Decending Logistic Regression in SAS. The logic and code follows the code piece of Ravi Varadhan, Ph.D from this discussion of R Help. The blog SAS Die Hard also has a post about SGD Logistic Regression in SAS.filename foo ...

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Compute statistics for each row by using subscript operators

May 23, 2012
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Compute statistics for each row by using subscript operators

In a previous blog, I showed how to use SAS/IML subscript reduction operators to compute the location of the maximum values for each row of a matrix. The subscript reduction operators are useful for computing simple statistics for each row (or column) of a numerical matrix. If x is a [...]

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Example 9.32: Multiple testing simulation

May 21, 2012
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Example 9.32: Multiple testing simulation

In examples 9.30 and 9.31 we explored corrections for multiple testing and then extracting p-values adjusted by the Benjamini and Hochberg (or FDR) procedure. In this post we'll develop a simulation to explore the impact of "strong" and "weak" control...

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For each observation, find the variable that contains the minimum value

May 21, 2012
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For each observation, find the variable that contains the minimum value

The other day I encountered an article in the SAS Knowledge Base that shows how to write a macro that "returns the variable name that contains the maximum or minimum value across an observation." Some people might say that the macro is "clever." I say it is complicated. This is [...]

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The curious case of random eigenvalues

May 16, 2012
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The curious case of random eigenvalues

I've been a fan of statistical simulation and other kinds of computer experimentation for many years. For me, simulation is a good way to understand how the world of statistics works, and to formulate and test conjectures. Last week, while investigating the efficiency of the power method for finding dominant [...]

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Example 9.31: Exploring multiple testing procedures

May 14, 2012
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Example 9.31: Exploring multiple testing procedures

In example 9.30 we explored the effects of adjusting for multiple testing using the Bonferroni and Benjamini-Hochberg (or false discovery rate, FDR) procedures. At the time we claimed that it would probably be inappropriate to extract the adjusted p-v...

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How to read data set variables into SAS/IML vectors

May 14, 2012
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How to read data set variables into SAS/IML vectors

One of the first skills that a beginning SAS/IML programmer learns is how to read data from a SAS data set into SAS/IML vectors. (Alternatively, you can read data into a matrix). The beginner is sometimes confused about the syntax of the READ statement: do you specify the names of [...]

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Will 2015 be the Beginning of the End for SAS and SPSS?

May 9, 2012
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Will 2015 be the Beginning of the End for SAS and SPSS?

Learning to use a data analysis tool well takes significant effort, so people tend to continue using the tool they learned in college for much of their careers. As a result, the software used by professors and their students is … Continue reading →

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The power method: compute only the largest eigenvalue of a matrix

May 9, 2012
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The power method: compute only the largest eigenvalue of a matrix

When I was at SAS Global Forum last week, a SAS user asked my advice regarding a SAS/IML program that he wrote. One step of the program was taking too long to run and he wondered if I could suggest a way to speed it up. The long-running step was [...]

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